Short Selling and the Cross-Section of Corporate Bond Returns.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 54, doi. 10.3905/jfi.2016.26.2.054
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2016 AND VI 26 AND IP 2
Results: 7
1
2
Implied Remaining Variance with Application to Bachelier Model.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 78, doi. 10.3905/jfi.2016.26.2.078
- By:
- Publication type:
- Article
3
Forecasting Swap Spreads: A Bayesian Approach.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 40, doi. 10.3905/jfi.2016.26.2.040
- By:
- Publication type:
- Article
4
Future Economic Information Embedded in High Yield Spreads.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 32, doi. 10.3905/jfi.2016.26.2.032
- By:
- Publication type:
- Article
5
Frailty Models for Commercial Mortgages.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 16, doi. 10.3905/jfi.2016.26.2.016
- By:
- Publication type:
- Article
6
Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 5, doi. 10.3905/jfi.2016.26.2.005
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 2, p. 1
- By:
- Publication type:
- Article